Working paper
Local Times For Multifractional Square Gaussian Processes
Year:
2013Published in:
arxivmultifractional process
double Ito-Wiener integrals
multifractional Rosenblatt process
continuity
square integrable local time.
We consider multifractional process given by double Ito--Wiener integrals, which generalize the multifractional Rosenblatt process. We prove that this process is continuous and has a square integrable local time.